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Estimation and inference on causal parameters is typically reduced to a generalized method of moments problem, which involves auxiliary functions that correspond to solutions to a regression or classification problem. Recent line of work on…

Econometrics · Economics 2022-11-16 Qizhao Chen , Vasilis Syrgkanis , Morgane Austern

In systematic reviews and meta-analysis, researchers often pool the results of the sample mean and standard deviation from a set of similar clinical trials. A number of the trials, however, reported the study using the median, the minimum…

Methodology · Statistics 2016-10-06 Xiang Wan , Wenqian Wang , Jiming Liu , Tiejun Tong

Classically, communication systems are designed assuming perfect channel state information at the receiver and/or transmitter. However, in many practical situations, only an estimate of the channel is available that differs from the true…

Information Theory · Computer Science 2007-07-13 Pablo Piantanida , Gerald Matz , Pierre Duhamel

These notes review six lectures given by Prof. Andrea Montanari on the topic of statistical estimation for linear models. The first two lectures cover the principles of signal recovery from linear measurements in terms of minimax risk.…

Information Theory · Computer Science 2014-09-22 Eric W. Tramel , Santhosh Kumar , Andrei Giurgiu , Andrea Montanari

A density estimation method in a Bayesian nonparametric framework is presented when recorded data are not coming directly from the distribution of interest, but from a length biased version. From a Bayesian perspective, efforts to…

Statistics Theory · Mathematics 2015-10-23 Spyridon J. Hatjispyros , Theodoros Nicoleris , Stephen G. Walker

We consider the problem of distributed estimation of an unknown deterministic scalar parameter (the target signal) in a wireless sensor network (WSN), where each sensor receives a single snapshot of the field. We assume that the observation…

Information Theory · Computer Science 2015-10-09 Qing Zhou , Di Li , Soummya Kar , Lauren Huie , H. Vincent Poor , Shuguang Cui

We propose a general semi-supervised inference framework focused on the estimation of the population mean. As usual in semi-supervised settings, there exists an unlabeled sample of covariate vectors and a labeled sample consisting of…

Methodology · Statistics 2018-08-15 Anru Zhang , Lawrence D. Brown , T. Tony Cai

Recently, machine learning-based channel estimation has attracted much attention. The performance of machine learning-based estimation has been validated by simulation experiments. However, little attention has been paid to the theoretical…

Signal Processing · Electrical Eng. & Systems 2021-07-15 Kai Mei , Jun Liu , Xiaochen Zhang , Nandana Rajatheva , Jibo Wei

The sample selection approach is very popular in learning with noisy labels. As deep networks learn pattern first, prior methods built on sample selection share a similar training procedure: the small-loss examples can be regarded as clean…

Machine Learning · Computer Science 2023-09-06 Xiaobo Xia , Pengqian Lu , Chen Gong , Bo Han , Jun Yu , Jun Yu , Tongliang Liu

We consider the problem of meta-analyzing two-group studies that report the median of the outcome. Often, these studies are excluded from meta-analysis because there are no well-established statistical methods to pool the difference of…

Methodology · Statistics 2022-06-22 Sean McGrath , Hojoon Sohn , Russell Steele , Andrea Benedetti

We study the tradeoff between the statistical error and communication cost of distributed statistical estimation problems in high dimensions. In the distributed sparse Gaussian mean estimation problem, each of the $m$ machines receives $n$…

Machine Learning · Computer Science 2016-05-11 Mark Braverman , Ankit Garg , Tengyu Ma , Huy L. Nguyen , David P. Woodruff

In this paper, we consider the parameter estimation problem over sensor networks in the presence of quantized data and directed communication links. We propose a two-stage algorithm aiming at achieving the centralized sample mean estimate…

Systems and Control · Computer Science 2015-07-27 Shanying Zhu , Yeng Chai Soh , Lihua Xie

We consider continuous-time sparse stochastic processes from which we have only a finite number of noisy/noiseless samples. Our goal is to estimate the noiseless samples (denoising) and the signal in-between (interpolation problem). By…

Machine Learning · Computer Science 2015-06-11 Arash Amini , Ulugbek S. Kamilov , Emrah Bostan , Michael Unser

Consider a remote estimation problem where a sensor wants to communicate the state of an uncertain source to a remote estimator over a finite time horizon. The uncertain source is modeled as an autoregressive process with bounded noise.…

Systems and Control · Computer Science 2019-02-12 Mukul Gagrani , Yi Ouyang , Mohammad Rasouli , Ashutosh Nayyar

We study channel simulation under common randomness assistance in the finite-blocklength regime and identify the smooth channel max-information as a linear program one-shot converse on the minimal simulation cost for fixed error tolerance.…

Information Theory · Computer Science 2024-10-10 Michael X. Cao , Navneeth Ramakrishnan , Mario Berta , Marco Tomamichel

In this paper, we study the problem of sparse mean estimation under adversarial corruptions, where the goal is to estimate the $k$-sparse mean of a heavy-tailed distribution from samples contaminated by adversarial noise. Existing methods…

Machine Learning · Computer Science 2025-08-26 Jianhao Ma , Rui Ray Chen , Yinghui He , Salar Fattahi , Wei Hu

Real-world data contains aleatoric uncertainty - irreducible noise arising from imperfect measurements or from incomplete knowledge about the data generation process. Mean-variance estimation networks can learn this type of uncertainty but…

Machine Learning · Computer Science 2026-05-29 Jiaxiang Yi , Miguel A. Bessa

This paper considers a sequential sensor scheduling and remote estimation problem with one sensor and one estimator. The sensor makes sequential observations about the state of an underlying memoryless stochastic process and makes a…

Optimization and Control · Mathematics 2016-10-19 Xiaobin Gao , Emrah Akyol , Tamer Basar

This work utilizes a variational autoencoder for channel estimation and evaluates it on real-world measurements. The estimator is trained solely on noisy channel observations and parameterizes an approximation to the mean squared…

Signal Processing · Electrical Eng. & Systems 2024-05-08 Michael Baur , Benedikt Böck , Nurettin Turan , Wolfgang Utschick

We investigate the problem of representing information measures in terms of the moments of the underlying random variables. First, we derive polynomial approximations of the conditional expectation operator. We then apply these…

Information Theory · Computer Science 2021-09-03 Wael Alghamdi , Flavio P. Calmon